Nelnet Inc. (NNI)
NYSE: NNI
· Real-Time Price · USD
125.94
-0.14 (-0.11%)
At close: Sep 26, 2025, 3:59 PM
126.14
0.16%
After-hours: Sep 26, 2025, 06:22 PM EDT
NNI Delta Exposure By Expiry
The total Delta Exposure (DEX) for NNI across all expirations shows -387.29 net shares that market makers must hedge, with 2,257.66 from calls and 2,644.95 from puts. The put-call delta ratio of 1.17 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
NNI DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 0 | -1,899.26 | -1,899.26 | n/a |
Nov 21, 25 | 0 | -575.32 | -575.32 | n/a |
Dec 19, 25 | 1,073.19 | -170.37 | 902.82 | 0.16 |
Mar 20, 26 | 561.97 | 0 | 561.97 | 0.00 |
Dec 18, 26 | 622.5 | 0 | 622.5 | 0.00 |